+2,926.4%
V vs DLTR
+1,354.8%
+1,571.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -1.7% | +2.5% | -4.2% | -2.2% |
| 30D | +2.0% | +2.1% | -0.1% | +1.5% |
| 3M | +17.4% | +20.3% | -2.9% | +12.8% |
| 6M | +17.5% | +11.5% | +6.0% | +13.9% |
| YTD | +7.6% | +6.8% | +0.8% | +4.9% |
| 1Y | +7.7% | +31.1% | -23.4% | +0.2% |
| 3Y | +54.7% | +10.7% | +44.0% | +44.1% |
| 5Y | +73.0% | +41.6% | +31.4% | +45.4% |
| 10Y | +390.9% | +58.1% | +332.7% | +273.8% |
| All | +2,926.4% | +1,354.8% | +1,571.6% | +1,047.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling